Browsing by Subject Stochastic maximum principle, fractional Brownian motion, Malliavin derivative, risksensitive, variational equality,
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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2022 | On the Optimal Control of a System Governed by a Fractional Brownian Motion via Malliavin Calculu | Bouaziz, Tayeb |